Anic Equity¶

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Total return since start: 0.601 %¶

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Equity now: -----------------------------> 48914.71 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42231.11 Kr¶

PnL: ---------------------------------------> -202.17 Kr¶

DD now: ---------------------------------> -7.917 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 12:27:01.308604'

Anic Portfolio¶

Today¶

Return: -0.788 %¶

This Week¶

Return: -0.788 %¶

Total portfolio value¶

Return including deposits: 60.134 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.000000 1666.620000 199.080000 13.570000 1467.540000
Hoist Finance 35 1.970000 997.500000 19.250000 1.970000 978.250000
Orrön Energy 180 0.570000 2052.000000 14.400000 0.710000 2037.600000
Platzer Fastigheter Holding B 12 1.380000 972.000000 13.200000 1.380000 958.800000
JM 6 1.460000 874.800000 12.600000 1.460000 862.200000
HEXPOL B 9 0.090000 1029.600000 11.700000 1.150000 1017.900000
Sagax B 4 1.310000 863.200000 11.200000 1.310000 852.000000
Catena 2 1.170000 798.800000 9.200000 1.170000 789.600000
Atrium Ljungberg B 5 0.960000 942.000000 9.000000 0.960000 933.000000
BioGaia B 8 0.860000 936.000000 8.000000 0.860000 928.000000
Sagax A 4 0.000000 860.000000 8.000000 0.940000 852.000000
AcadeMedia 8 0.500000 404.800000 3.600000 0.900000 401.200000
Clas Ohlson B 12 0.190000 972.600000 1.800000 0.190000 970.800000
Bilia A 8 -0.090000 898.400000 0.800000 0.090000 897.600000
ASSA ABLOY B 3 0.080000 777.600000 0.600000 0.080000 777.000000
EQT 4 -0.100000 828.800000 -0.800000 -0.100000 829.600000
Biotage 7 -0.150000 938.000000 -1.400000 -0.150000 939.400000
Byggmax Group 33 -0.280000 951.720000 -2.640000 -0.280000 954.360000
Gränges 9 -0.580000 920.700000 -5.400000 -0.580000 926.100000
SKF B 5 -0.610000 932.250000 -5.750000 -0.610000 938.000000
OX2 13 -0.620000 941.850000 -5.850000 -0.620000 947.700000
Creaspac SPAC 39 -0.320000 3701.100000 -7.800000 -0.210000 3708.900000
Hexatronic Group 12 -0.850000 956.400000 -8.160000 -0.850000 964.560000
Alimak Group 11 -2.020000 907.500000 -18.700000 -2.020000 926.200000
Nordic Waterproofing Holding 7 -2.180000 943.600000 -21.000000 -2.180000 964.600000
Addnode Group B 11 -3.050000 890.450000 -28.050000 -3.050000 918.500000
Latour B 4 -3.510000 825.200000 -30.000000 -3.510000 855.200000
VEF 909 -2.160000 1812.550000 -32.720000 -1.770000 1845.270000
Hexagon B 26 -1.280000 3407.300000 -44.200000 -1.280000 3451.500000
Indutrade 5 -4.030000 1165.500000 -49.000000 -4.030000 1214.500000
Bufab 3 -4.990000 1051.200000 -55.200000 -4.990000 1106.400000
Vitec Software Group B 2 -5.630000 1023.000000 -61.000000 -5.630000 1084.000000
BHG Group 97 -4.660000 1388.070000 -66.930000 -4.600000 1455.000000
INVISIO 16 -2.170000 3600.000000 -80.000000 -2.170000 3680.000000
TOTAL 42231.110000 -202.170000 -7.91719% 42433.280000

Updated:¶

'2023-07-03 12:27:18.352856'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶